Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 120,000 | 120,000 | 116,735 | 116,735 | 348,716 CHF | 349,884 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 349,426 CHF | 350,626 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120,000 | 120,000 | 119,929 | 119,929 | 342,382 CHF | 343,582 CHF | 99.81% | 99.81% |
10/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 333,925 CHF | 335,125 CHF | 99.16% | 99.16% |
09/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 120,000 | 120,000 | 119,848 | 119,848 | 336,612 CHF | 337,812 CHF | 99.76% | 99.76% |
08/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 335,530 CHF | 336,730 CHF | 99.99% | 99.99% |
05/07/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 340,292 CHF | 341,492 CHF | 99.81% | 99.81% |
04/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 340,347 CHF | 341,547 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 337,482 CHF | 338,682 CHF | 99.99% | 99.99% |
02/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 329,811 CHF | 331,011 CHF | 100.00% | 100.00% |